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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524568
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Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren; Nyboe Tabor, Morten - 2017
Persistent link: https://www.econbiz.de/10011625471
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The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz; Johansen, Søren - 2017
Persistent link: https://www.econbiz.de/10011625538
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418934
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Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren; Nielsen, Morten Ørregaard - 2018
Persistent link: https://www.econbiz.de/10011865936
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Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren - 2018
Persistent link: https://www.econbiz.de/10011865955
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Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina; Assenmacher-Wesche, Katrin - 2014
Persistent link: https://www.econbiz.de/10010434067
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Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001716142
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An I(2) cointegration analysis of price and quantity formation in Danish manufactured exports
Bohn Nielsen, Heino (contributor) - 2001
Persistent link: https://www.econbiz.de/10001592921
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Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data
Johansen, Søren (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001592931